| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
10,294 |
10,245 |
-49 |
-0.5% |
9,522 |
| High |
10,294 |
10,299 |
5 |
0.0% |
10,083 |
| Low |
10,187 |
10,123 |
-64 |
-0.6% |
9,452 |
| Close |
10,244 |
10,230 |
-14 |
-0.1% |
10,071 |
| Range |
107 |
176 |
69 |
64.5% |
631 |
| ATR |
167 |
168 |
1 |
0.4% |
0 |
| Volume |
22 |
37 |
15 |
68.2% |
265 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,745 |
10,664 |
10,327 |
|
| R3 |
10,569 |
10,488 |
10,279 |
|
| R2 |
10,393 |
10,393 |
10,262 |
|
| R1 |
10,312 |
10,312 |
10,246 |
10,265 |
| PP |
10,217 |
10,217 |
10,217 |
10,194 |
| S1 |
10,136 |
10,136 |
10,214 |
10,089 |
| S2 |
10,041 |
10,041 |
10,198 |
|
| S3 |
9,865 |
9,960 |
10,182 |
|
| S4 |
9,689 |
9,784 |
10,133 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,762 |
11,547 |
10,418 |
|
| R3 |
11,131 |
10,916 |
10,245 |
|
| R2 |
10,500 |
10,500 |
10,187 |
|
| R1 |
10,285 |
10,285 |
10,129 |
10,393 |
| PP |
9,869 |
9,869 |
9,869 |
9,922 |
| S1 |
9,654 |
9,654 |
10,013 |
9,762 |
| S2 |
9,238 |
9,238 |
9,955 |
|
| S3 |
8,607 |
9,023 |
9,898 |
|
| S4 |
7,976 |
8,392 |
9,724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,299 |
9,992 |
307 |
3.0% |
135 |
1.3% |
78% |
True |
False |
43 |
| 10 |
10,299 |
9,452 |
847 |
8.3% |
183 |
1.8% |
92% |
True |
False |
61 |
| 20 |
10,466 |
9,452 |
1,014 |
9.9% |
171 |
1.7% |
77% |
False |
False |
68 |
| 40 |
10,466 |
9,452 |
1,014 |
9.9% |
116 |
1.1% |
77% |
False |
False |
36 |
| 60 |
11,033 |
9,452 |
1,581 |
15.5% |
113 |
1.1% |
49% |
False |
False |
25 |
| 80 |
11,033 |
9,452 |
1,581 |
15.5% |
91 |
0.9% |
49% |
False |
False |
19 |
| 100 |
11,033 |
9,452 |
1,581 |
15.5% |
75 |
0.7% |
49% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,047 |
|
2.618 |
10,760 |
|
1.618 |
10,584 |
|
1.000 |
10,475 |
|
0.618 |
10,408 |
|
HIGH |
10,299 |
|
0.618 |
10,232 |
|
0.500 |
10,211 |
|
0.382 |
10,190 |
|
LOW |
10,123 |
|
0.618 |
10,014 |
|
1.000 |
9,947 |
|
1.618 |
9,838 |
|
2.618 |
9,662 |
|
4.250 |
9,375 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,224 |
10,219 |
| PP |
10,217 |
10,207 |
| S1 |
10,211 |
10,196 |
|